ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
117-14 |
118-11 |
0-29 |
0.8% |
116-25 |
| High |
118-15 |
118-22 |
0-07 |
0.2% |
119-14 |
| Low |
117-07 |
117-20 |
0-13 |
0.3% |
116-14 |
| Close |
118-01 |
118-02 |
0-01 |
0.0% |
117-06 |
| Range |
1-08 |
1-02 |
-0-06 |
-15.0% |
3-00 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.6% |
0-00 |
| Volume |
471,745 |
349,256 |
-122,489 |
-26.0% |
1,011,188 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-10 |
120-24 |
118-21 |
|
| R3 |
120-08 |
119-22 |
118-11 |
|
| R2 |
119-06 |
119-06 |
118-08 |
|
| R1 |
118-20 |
118-20 |
118-05 |
118-12 |
| PP |
118-04 |
118-04 |
118-04 |
118-00 |
| S1 |
117-18 |
117-18 |
117-31 |
117-10 |
| S2 |
117-02 |
117-02 |
117-28 |
|
| S3 |
116-00 |
116-16 |
117-25 |
|
| S4 |
114-30 |
115-14 |
117-15 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
124-30 |
118-27 |
|
| R3 |
123-22 |
121-30 |
118-00 |
|
| R2 |
120-22 |
120-22 |
117-24 |
|
| R1 |
118-30 |
118-30 |
117-15 |
119-26 |
| PP |
117-22 |
117-22 |
117-22 |
118-04 |
| S1 |
115-30 |
115-30 |
116-29 |
116-26 |
| S2 |
114-22 |
114-22 |
116-20 |
|
| S3 |
111-22 |
112-30 |
116-12 |
|
| S4 |
108-22 |
109-30 |
115-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-22 |
116-14 |
2-08 |
1.9% |
1-12 |
1.2% |
72% |
True |
False |
339,592 |
| 10 |
119-14 |
115-26 |
3-20 |
3.1% |
1-14 |
1.2% |
62% |
False |
False |
190,568 |
| 20 |
119-14 |
113-07 |
6-07 |
5.3% |
1-04 |
1.0% |
78% |
False |
False |
97,335 |
| 40 |
119-14 |
110-01 |
9-13 |
8.0% |
0-29 |
0.8% |
85% |
False |
False |
48,855 |
| 60 |
119-14 |
109-24 |
9-22 |
8.2% |
0-25 |
0.7% |
86% |
False |
False |
32,601 |
| 80 |
119-14 |
109-01 |
10-13 |
8.8% |
0-20 |
0.5% |
87% |
False |
False |
24,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-06 |
|
2.618 |
121-15 |
|
1.618 |
120-13 |
|
1.000 |
119-24 |
|
0.618 |
119-11 |
|
HIGH |
118-22 |
|
0.618 |
118-09 |
|
0.500 |
118-05 |
|
0.382 |
118-01 |
|
LOW |
117-20 |
|
0.618 |
116-31 |
|
1.000 |
116-18 |
|
1.618 |
115-29 |
|
2.618 |
114-27 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
118-05 |
117-30 |
| PP |
118-04 |
117-25 |
| S1 |
118-03 |
117-20 |
|